Concentration inequalities. A nonasymptotic theory of independence
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Publication:4907706
zbMATH Open1279.60005MaRDI QIDQ4907706FDOQ4907706
Authors: Stéphane Boucheron, Pascal Massart, Gábor Lugosi 
Publication date: 22 February 2013
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Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Sums of independent random variables; random walks (60G50) Functional inequalities, including subadditivity, convexity, etc. (39B62)
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- Bounded size biased couplings, log concave distributions and concentration of measure for occupancy models
- Packing trees of unbounded degrees in random graphs
- Orthogonal one step greedy procedure for heteroscedastic linear models
- A Gaussian small deviation inequality for convex functions
- Concentration for Poisson functionals: component counts in random geometric graphs
- On the largest component of subcritical random hyperbolic graphs
- High-dimensional probability. An introduction with applications in data science
- A kernel multiple change-point algorithm via model selection
- Concentration of measure inequalities in information theory, communications, and coding
- 1-bit matrix completion: PAC-Bayesian analysis of a variational approximation
- A note on the prediction error of principal component regression in high dimensions
- Consistency of the maximum likelihood and variational estimators in a dynamic stochastic block model
- Outlier detection in networks with missing links
- On the asymptotics of random forests
- Performance of discrete associated kernel estimators through the total variation distance
- Concentration for Independent Permutations
- A Bennett concentration inequality and its application to suprema of empirical processes
- Concentration inequalities and model selection. Ecole d'Eté de Probabilités de Saint-Flour XXXIII -- 2003.
- Exponential-family models of random graphs: inference in finite, super and infinite population scenarios
- Local approximation of operators
- Spectral radii of sparse random matrices
- Consistency of random forests
- Randomized numerical linear algebra: Foundations and algorithms
- Sparse recovery under weak moment assumptions
- An introduction to matrix concentration inequalities
- Performance of empirical risk minimization in linear aggregation
- Confidence sets in sparse regression
- Global sensitivity analysis: a novel generation of mighty estimators based on rank statistics
- Importance sampling: intrinsic dimension and computational cost
- Local nearest neighbour classification with applications to semi-supervised learning
- Higher criticism to compare two large frequency tables, with sensitivity to possible rare and weak differences
- Concentration between Lévy's inequality and the Poincaré inequality for log-concave densities
- A Bayesian approach for noisy matrix completion: optimal rate under general sampling distribution
- Advanced Lectures on Machine Learning
- High-dimensional change-point detection under sparse alternatives
- Detecting positive correlations in a multivariate sample
- Honest confidence sets in nonparametric IV regression and other ill-posed models
- Concentration of Measure for the Analysis of Randomized Algorithms
- Joint estimation of precision matrices in heterogeneous populations
- Bounding the expectation of the supremum of an empirical process over a (weak) VC-major class
- Oracle posterior contraction rates under hierarchical priors
- Near-critical SIR epidemic on a random graph with given degrees
- A limit theorem for continuous selectors
- Rate of convergence in first-passage percolation under low moments
- Comparing a large number of multivariate distributions
- Learning from comparisons and choices
- Invertibility of sparse non-Hermitian matrices
- Fluctuations of linear statistics of half-heavy-tailed random matrices
- A chain rule for the expected suprema of Gaussian processes
- Asymptotic properties of Bernstein estimators on the simplex
- About the rate function in concentration inequalities for suprema of bounded empirical processes
- Adaptive confidence intervals for the tail coefficient in a wide second order class of Pareto models
- Control variate selection for Monte Carlo integration
- High-dimensional composite quantile regression: optimal statistical guarantees and fast algorithms
- Concentration inequalities and laws of large numbers under epistemic and regular irrelevance
- Convergence and concentration of empirical measures under Wasserstein distance in unbounded functional spaces
- The lower tail of random quadratic forms with applications to ordinary least squares
- Concentration and Gaussian Approximation for Randomized Sums
- On concentration for (regularized) empirical risk minimization
- A variational approach to some transport inequalities
- Sequential change-point detection in high-dimensional Gaussian graphical models
- Solving optimal stopping problems under model uncertainty via empirical dual optimisation
- Characterization of a class of weak transport-entropy inequalities on the line
- Local Rademacher complexity: sharper risk bounds with and without unlabeled samples
- Robust multivariate mean estimation: the optimality of trimmed mean
- Concentration inequalities for functions of independent variables
- Stein's method, logarithmic Sobolev and transport inequalities
- New concentration inequalities for suprema of empirical processes
- Uniform recovery of fusion frame structured sparse signals
- Learning without concentration for general loss functions
- Convex optimization for the densest subgraph and densest submatrix problems
- Quantum concentration inequalities
- Sharp nonasymptotic bounds on the norm of random matrices with independent entries
- Sharp oracle inequalities for least squares estimators in shape restricted regression
- Linear and nonlinear concentration phenomena
- Significance testing in non-sparse high-dimensional linear models
- Concentration inequalities for ultra log-concave distributions
- Gaussian approximation of suprema of empirical processes
- Functional inequalities for forward and backward diffusions
- Poisson statistics and localization at the spectral edge of sparse Erdős-Rényi graphs
- Estimating a network from multiple noisy realizations
- Concentration inequalities for random fields via coupling
- Approximating the covariance ellipsoid
- Modified log-Sobolev inequalities and two-level concentration
- Title not available (Why is that?)
- Nonlinear large deviation bounds with applications to Wigner matrices and sparse Erdős-Rényi graphs
- Persistent homology for low-complexity models
- Catoni-style confidence sequences for heavy-tailed mean estimation
- Gradient-based dimension reduction of multivariate vector-valued functions
- Uncertainty quantification for Markov processes via variational principles and functional inequalities
- Largest eigenvalues of sparse inhomogeneous Erdős-Rényi graphs
- Improved variance reduction extragradient method with line search for stochastic variational inequalities
- A law of large numbers and large deviations for interacting diffusions on Erdős-Rényi graphs
- On the unbalanced cut problem and the generalized Sherrington-Kirkpatrick model
- Sharp transition of the invertibility of the adjacency matrices of sparse random graphs
- Extending the scope of the small-ball method
- Title not available (Why is that?)
- Stein's method for diffusive limits of queueing processes
- Sparse recovery in bounded Riesz systems with applications to numerical methods for PDEs
- Approximating \(L_p\) unit balls via random sampling
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